+145.6%
W vs CVE
+159.5%
-13.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +2.9% |
| 7D | -4.2% | +2.5% | -6.7% | -4.9% |
| 30D | -7.6% | +16.7% | -24.3% | -11.6% |
| 3M | +37.2% | +9.3% | +27.9% | +31.9% |
| 6M | +26.3% | +43.6% | -17.3% | +10.3% |
| YTD | -1.0% | +93.6% | -94.6% | -21.5% |
| 1Y | +20.1% | +98.8% | -78.7% | -6.3% |
| 3Y | +37.8% | +73.6% | -35.8% | +10.7% |
| 5Y | -63.7% | +312.5% | -376.1% | -77.3% |
| All | +145.6% | +159.5% | -13.9% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling